'Add to playlist' option for tracks from now playing list
related subject: https://forum.videolan.org/viewtopic.php?p=478018
There is no way to add a song from one playlist to another one, except if the playlist has been saved somewhere before. In particular, it is not possible to add a song to a playlist whenever you play your songs in shuffle mode.
There is one button allowing to save the playlist to another playlist, but it might feel a little weird when you're not displaying the playlist (so you see only the current playing song), open the menu and see the save button prompting a playlist to save into. It will save the current playlist (so the shuffled one) instead of the current song.